+139.8%
CNP vs THC
+1,325.8%
-1,185.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | -4.3% | +7.5% | -11.8% | -5.4% |
| 30D | +5.7% | +9.6% | -3.8% | +4.2% |
| 3M | +0.9% | +10.3% | -9.3% | -0.7% |
| 6M | -1.1% | +51.8% | -52.9% | -7.4% |
| YTD | +8.3% | +45.4% | -37.2% | +1.4% |
| 1Y | +5.9% | +40.8% | -34.9% | -0.5% |
| 3Y | +64.6% | +448.8% | -384.2% | +23.1% |
| 5Y | +74.6% | +263.4% | -188.8% | +34.1% |
| 10Y | +139.8% | +1,800.1% | -1,660.2% | +38.7% |
| All | +139.8% | +1,325.8% | -1,185.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling